Hanzhong Wu, Xun Yu Zhou. Characterizing all optimal controls for an indefinite stochastic linear quadratic control problem. IEEE Trans. Automat. Contr., 47(7):1119-1122, 2002. [doi]
@article{WuZ02-1,
title = {Characterizing all optimal controls for an indefinite stochastic linear quadratic control problem},
author = {Hanzhong Wu and Xun Yu Zhou},
year = {2002},
doi = {10.1109/TAC.2002.800650},
url = {http://dx.doi.org/10.1109/TAC.2002.800650},
researchr = {https://researchr.org/publication/WuZ02-1},
cites = {0},
citedby = {0},
journal = {IEEE Trans. Automat. Contr.},
volume = {47},
number = {7},
pages = {1119-1122},
}